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ResearchFormerly WizWand

Probabilistic Forecasting on Electricity

0.026CRPSDDPM
-0.256161.648423.5535.45758Jul 21, 2023Dec 31, 2023Jun 11, 2024Nov 21, 2024May 3, 2025Oct 13, 2025Mar 25, 2026
Updated 6mo ago

Evaluation results

MethodLinks
DDPM2024.050.026
VSDM2024.050.038
SGM2024.050.045
TARFVAEPred Len=962025.110.068
LSG-VAEHorizon=96, Context Length=962026.030.069
LSG-VAEHorizon=192, Context Length=962026.030.075
TARFVAEPred Len=1922025.110.077
LSG-VAEHorizon=336, Context Length=962026.030.078
LSG-VAEHorizon=720, Context Length=962026.030.08
TARFVAEPred Len=3362025.110.081
K2VAEHorizon=336, Context Length=962026.030.084
PatchTSTPred Len=962025.110.086
TARFVAEPred Len=7202025.110.087
K2VAEHorizon=720, Context Length=962026.030.087
PatchTSTPred Len=1922025.110.092
GRU NVPPred Len=3362025.110.099
TimeGradPred Len=7202025.110.108
TimePrismNumber of scenarios (N)=625, Input length=242025.090.133
TimeGrad2025.090.232
TACTiS-22025.090.299
TempFlowBackbone=LSTM2025.090.316
TSDiff-Condvariant=conditional2023.070.338
CSDImodel=conditional diffusion2023.070.352
TSDiff-Qguidance=quantile guidance2023.070.358
TimeMCLNumber of hypotheses=162025.090.37
ETS2025.090.376
DeepStatemodel=state space model2023.070.379
DeepARarchitecture=RNN-based2023.070.389
TSDiff-MSguidance=mean square guidance2023.070.391
Trf.FlowBackbone=Transformer2025.090.396
interPDNForecast horizon=1922025.110.397
MOIRAIForecast horizon=1922025.110.402
TimePrism-16Number of scenarios (N)=16, Input length=242025.090.414
TFTarchitecture=Temporal Fusion Transformer2023.070.417
Transformerarchitecture=self-attention-based2023.070.419
TMDMForecast horizon=1922025.110.45
ChronosForecast horizon=1922025.110.481
Seasonal Naive2023.070.512
ARIMA2023.070.545
DiffusionTSForecast horizon=1922025.110.545
Linear2023.070.569
ETS2023.070.611
MQ-CNNarchitecture=CNN-based2023.070.79
DeepAR2025.090.997
TimePreNumber of hypotheses=162025.113.15
Tactis2Number of hypotheses=162025.115.36
TimeMCL (R.)Number of hypotheses=162025.115.46
TempFlowNumber of hypotheses=162025.117.08